Quantitative Finance

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 Editor
First edit.
Awarded 5306 times.
Options strategy expiration probability
Awarded Jun 21 at 12:40
Is there any thing out there as a substitute for KDB?
Awarded Jun 21 at 11:10
Black-Karasinski & Market Price of Risk [closed]
Awarded Jun 20 at 12:10
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Awarded Jun 19 at 19:49
What is the relation between fed rate and yields of the bond? [closed]
Awarded Jun 19 at 17:30
Is my solution on Black Scholes correct? [closed]
Awarded Jun 19 at 16:18
How to interpret the negative volatility of the single stock, after neutralizing against the index? [closed]
Awarded Jun 19 at 8:41
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Awarded Jun 17 at 3:27
Rest API to retrieve ISIN
Awarded Jun 15 at 10:22
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Awarded Jun 13 at 3:18
How to calculate accrued interest for a reverse floater?
Awarded Jun 12 at 19:27
Is a volatility forecast essentially a delta forecast in vanilla European options?
Awarded Jun 12 at 6:48
How to derive the optimal option structure given investor views, i.e. is it optimal to buy a call option, a risk reversal or a butterfly
Awarded Jun 11 at 22:37
Daily returns over many days of two-stock portfolio - averaging
Awarded Jun 11 at 17:18
Continuous futures data roll adjustment
Awarded Jun 11 at 14:21
What is the point of mental arithmetic tests?
Awarded Jun 10 at 2:52
Stochastic volatility estimation in R
Awarded Jun 6 at 20:24
Advances in financial machine learning (Marcos López de Prado): explanation of snippet 3.1
Awarded Jun 5 at 0:32
what are the packages for effective backtesting in R
Awarded Jun 4 at 9:06
Input/References on Generating Exit Signals for Positions that Profit Very Highly from Extreme and "Unpredictable" Events?
Awarded Jun 3 at 6:28
Do we model nominal or real prices of assets?
Awarded Jun 2 at 19:19
Total Return on Bond [closed]
Awarded Jun 2 at 19:06
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Awarded Jun 2 at 13:03
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Awarded Jun 2 at 10:43
Except Zipline, are there any other Pythonic algorithmic trading library I can choose?
Awarded Jun 2 at 4:20
CDS Pricing formula leads to negative prices
Awarded Jun 1 at 18:12
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Awarded Jun 1 at 15:58
Align volume bars for multivariate analysis
Awarded Jun 1 at 8:50
Squared Sharpe Ratio - Fama and French
Awarded Jun 1 at 8:50
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Awarded May 31 at 15:21
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Awarded May 30 at 20:20
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Awarded May 30 at 16:18
How to Maximize Portfolio Sharpe Ratio using Lagrange Multipliers in a Factor Model
Awarded May 30 at 13:01
How to use statsmodels' Granger causality test to measure the lag between two time series?
Awarded May 28 at 6:10
Three mathematical mistakes in Black-Scholes-Merton option pricing?
Awarded May 27 at 18:17
Bayes' rule for conditional expectations (Proof review)
Awarded May 27 at 8:41
What are quant trading competitions besides IQC?
Awarded May 25 at 16:15
Why does forward price equal spot price at delivery? [closed]
Awarded May 25 at 14:52
question on risk reversal P/L example in Euan Sinclair's book 'positional option trading'
Awarded May 25 at 3:32
Why long a position when the acutal price is higher than the predicted price? (Kalman filter for pairs trading)
Awarded May 23 at 7:42
Implied Volatility Discrepancy in American Options - Mathematical Reasoning?
Awarded May 21 at 17:05
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Awarded May 19 at 8:17
Quadratic Variation Of Mixed Brownian Motion and Poisson Process
Awarded May 17 at 23:22
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Awarded May 17 at 23:09
Black Litterman Model: can Market Weights be replaced?
Awarded May 16 at 9:26
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Awarded May 16 at 2:04
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Awarded May 15 at 18:15
Portfolio immunization in time
Awarded May 14 at 11:26
Confusion about the formula for gain process in a financial market
Awarded May 13 at 9:32
Risk Neutral Pricing - Why the Risk Free rate for Risky security (Intuition) [duplicate]
Awarded May 12 at 15:25
Bond-pricing under the Vasicek short rate model
Awarded May 12 at 10:30
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Awarded May 12 at 9:40
QuantLib: Getting the present value of a leg of cashflows using a 'risk-free' yield curve
Awarded May 12 at 7:16
Quantlib SOFR swap repricing across 2 different dates
Awarded May 11 at 17:32
Quantlib Slow valuation of ois_swap on multiple eval days
Awarded May 11 at 14:28
Why isn't the Sharpe Ratio computed on the cumulative return rather than return mean? [closed]
Awarded May 10 at 17:06
Black's formula derivation: expectation of a indicator times a random variable
Awarded May 10 at 3:40
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Awarded May 9 at 20:30
Methods to estimate Options volume
Awarded May 9 at 13:18
Methods to estimate Options volume
Awarded May 8 at 17:50
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